ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 659.4 646.2 -13.2 -2.0% 702.0
High 660.8 652.5 -8.3 -1.3% 708.3
Low 629.7 628.1 -1.6 -0.3% 628.1
Close 641.7 648.8 7.1 1.1% 648.8
Range 31.1 24.4 -6.7 -21.5% 80.2
ATR 25.6 25.5 -0.1 -0.3% 0.0
Volume 328,500 219,183 -109,317 -33.3% 1,088,613
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 716.3 707.0 662.3
R3 692.0 682.5 655.5
R2 667.5 667.5 653.3
R1 658.3 658.3 651.0 662.8
PP 643.3 643.3 643.3 645.5
S1 633.8 633.8 646.5 638.5
S2 618.8 618.8 644.3
S3 594.3 609.3 642.0
S4 570.0 585.0 635.5
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 902.3 855.8 693.0
R3 822.3 775.5 670.8
R2 742.0 742.0 663.5
R1 695.3 695.3 656.3 678.5
PP 661.8 661.8 661.8 653.3
S1 615.3 615.3 641.5 598.3
S2 581.5 581.5 634.0
S3 501.3 535.0 626.8
S4 421.3 454.8 604.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 708.3 628.1 80.2 12.4% 26.3 4.0% 26% False True 217,722
10 715.9 628.1 87.8 13.5% 25.0 3.9% 24% False True 235,358
20 733.0 628.1 104.9 16.2% 24.5 3.8% 20% False True 136,161
40 803.3 622.6 180.7 27.9% 26.8 4.1% 14% False False 68,143
60 854.2 622.6 231.6 35.7% 18.8 2.9% 11% False False 45,433
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 756.3
2.618 716.5
1.618 692.0
1.000 677.0
0.618 667.5
HIGH 652.5
0.618 643.3
0.500 640.3
0.382 637.5
LOW 628.0
0.618 613.0
1.000 603.8
1.618 588.5
2.618 564.3
4.250 524.5
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 646.0 660.0
PP 643.3 656.3
S1 640.3 652.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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